-0.7%
JBLU vs AMCR
+93.5%
-94.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -5.0% | -6.3% | +1.3% | -1.8% |
| 30D | -23.9% | -7.8% | -16.1% | -20.7% |
| 3M | -11.6% | +7.5% | -19.2% | -14.5% |
| 6M | -0.2% | +2.7% | -2.9% | -0.6% |
| YTD | -3.3% | +6.0% | -9.3% | -5.5% |
| 1Y | -15.4% | +7.8% | -23.2% | -18.1% |
| 3Y | -14.7% | +5.8% | -20.5% | -16.6% |
| 5Y | -70.0% | -11.6% | -58.4% | -68.3% |
| 10Y | -72.9% | +14.6% | -87.5% | -74.9% |
| All | -0.7% | +93.5% | -94.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling